Widening continues on eurozone CDS spreads as Australian banks feel the pinch from the Greek debt crisis
Stability returns to CDS spreads across the eurozone in early morning trading, but some mixed news for Spain
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Credit derivatives articles
Tightening continues on eurozone CDS spreads in a sign of improving market confidence
It was a hectic start to the week for CVA traders, as the eurozone bailout shrank the exposures many faced, leaving them over-hedged.
Credit Suisse has appointed Stewart Whitehead as head of flow credit trading and credit default swaps for central and eastern Europe, the Middle East and Africa. Based in London, Whitehead took up this...
News of a massive EU rescue package has boosted market confidence in European sovereign and bank debt.
Lawmakers seeking to clamp down on the use of credit default swaps should remember that hedging and insurance are two very different concepts
High credit default swap spreads on Greece reflect real concerns, not speculation, and demonstrate the product's usefulness, Isda heard on Friday.
A recent online poll found a small majority backing California's demand for banks to reveal their involvement in the state's credit default swaps.
The International Swaps and Derivatives Association last month hit out at “flawed and inconsistent” media reports that suggest speculative use of sovereign credit default swap (CDS) contracts has exacerbated...
New York-based credit derivatives product company Primus Guaranty is planning a new credit protection venture to write credit default swaps on corporate and sovereign debt and some triple-A rated structured...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.